class_docstr: Inherits time series methods from TSM class.
  
  **** DYNAMIC REGRESSION MODEL ****
  
  Parameters
  ----------
  
  formula : string
      patsy string describing the regression
  
  data : pd.DataFrame
      Field to specify the data that will be used
docstr: Creates the state space matrices required
  
  Parameters
  ----------
  beta : np.array
      Contains untransformed starting values for latent variables
  
  Returns
  ----------
  T, Z, R, Q, H : np.array
      State space matrices used in KFS algorithm
docstr_tok: ["Creates","the","state","space","matrices","required","Parameters","--","--","--","--","--","beta",":","np.array","Contains","untransformed","starting","values","for","latent","variables","Returns","--","--","--","--","--","T",",","Z",",","R",",","Q",",","H",":","np.array","State","space","matrices","used","in","KFS","algorithm"]
code: def _ss_matrices(self, beta):
      """Creates the state space matrices required
  
      Parameters
      ----------
      beta : np.array
          Contains untransformed starting values for latent variables
  
      Returns
      ----------
      T, Z, R, Q, H : np.array
          State space matrices used in KFS algorithm
      """
  
      T = np.identity(self.z_no - 1)
      H = np.identity(1) * self.latent_variables.z_list[
          0
      ].prior.transform(beta[0])
      Z = self.X
      R = np.identity(self.z_no - 1)
  
      Q = np.identity(self.z_no - 1)
      for i in range(0, self.z_no - 1):
          Q[i][i] = self.latent_variables.z_list[i + 1].prior.transform(
              beta[i + 1]
          )
  
      return T, Z, R, Q, H
  
imports: import copy
  import sys
  import numpy
  import pandas
  import scipy.stats
  from patsy import dmatrices, dmatrix, demo_data
  from ..None import families
  from ..None import tsm
  from ..None import data_check
  from .kalman import *
label_desc: Use image node_id 5 for calling the DynReg obj's underlying member method code with example usage: obj._ss_matrices(beta) and returns: T,  Z,  R,  Q,  H